option pricing formula的意思|示意
期权定价公式
option pricing formula的网络常见释义
期权定价公式 期权定价公式的
option pricing formula相关短语
1、 The Black-Scholes option pricing formula 布莱克斯科尔斯期权定价公式
option pricing formula相关例句
In the particular financial market, the pricing formula of European option and application in value of project are considered.
结合具体金融市场,给出欧式期权的定价公式,并将其应用到项目价值的评估。
Chapter III discusses in detail the option pricing principles, including the options pricing theory and the basis of option pricing formula.
第三章详细论述了期权定价原理,包括期权定价理论基础和期权定价公式。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
同时,探讨了模型的理论应用,给出了息票国债与基于息票国债的欧式期权定价公式。
Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设 标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
Under the hypothesis of continuous dividend, if the continuous dividend rate isp, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。
Using martingale methods, general pricing formula of European contingent claims is derived and European option and put-call parity is analyzed.
利用鞅方法得到了欧式未定权益定价的一般公式,欧式看涨期权和看跌期权定价及平价关系。